If you’re comfortable with your OS’s disk tools, delete the assistant and move on. If you’re not, let it run once, then uninstall the helper apps it leaves behind.
The LaCie Setup Assistant is not bad – it solves a real problem for non-technical users who might otherwise panic when a new drive isn’t recognized. For everyone else, it’s an unnecessary extra step. The "download" confusion is its biggest flaw; most users search for it online when the tool is already on their drive.